Configure your portfolio and click Run Simulation
Bootstrapped from 25 years of historical annual returns (2001–2025)
Median Final Value
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—
Optimistic — P90
—
90th percentile
Pessimistic — P10
—
10th percentile
Probability of Gain
—
prob of doubling: —
Historical Volatility (σ)
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annual std dev, 2001–2025
Predicted Volatility (σ)
—
from simulated annual returns
Worst Simulated Year
—
single-year low across all sims
Best Simulated Year
—
single-year high across all sims
Portfolio Value Over Time Bootstrap
📈
Set your allocation and click Run Simulation
Final Value Distribution Histogram
📊
Run to see distribution
Annual Return — Historical Backtest 2001–2025
📅
Run to see backtest
Predicted Annual Return Range ±1σ & ±2σ Bands
📉
Run to see std dev bands
Benchmark Sandbox Simulation Tool — Important Disclosures
This tool simulates hypothetical portfolio returns using publicly available benchmark index data only (e.g., S&P 500, Bloomberg indices, MSCI indices). All returns are based on benchmark index performance and do not reflect actual or historical Helianth Investment Management portfolio performance. Actual client results will differ materially from any output generated by this tool.
This tool is provided for informational and illustrative purposes only. It does not constitute investment advice, a solicitation, or an offer to buy or sell any security. Simulated or hypothetical performance results have inherent limitations and do not represent real trading. Benchmark returns do not reflect fees, expenses, or transaction costs, which would reduce actual returns. Past benchmark performance is not indicative of future results.
Simulation Methodology: Monte Carlo analysis uses historical bootstrap resampling (drawing full calendar years with replacement, preserving cross-asset correlations from 2001–2025) or parametric normal distribution. God Mode and Dumb Mode use trailing momentum return (arithmetic mean over the selected lookback) to rank asset classes; this is not a forecast and is provided for educational and illustrative contrast only. HIM Default is defined as 50% S&P 500, 25% US Mid Cap, 5% US Small Cap, 20% IG Corp Bonds (Bloomberg US Corp IG Index). Private Equity figures are approximate Cambridge Associates US PE universe one-year horizon returns; PE is conventionally measured on an IRR basis — treat all PE risk statistics with care.
Helianth Investment Management, LLC · SEC Registered RIA · Greenwich, CT · helianthinvestment.com · Advisory fee-only. No ETFs. No Leverage. No Derivatives. No Commissions.
This tool simulates hypothetical portfolio returns using publicly available benchmark index data only (e.g., S&P 500, Bloomberg indices, MSCI indices). All returns are based on benchmark index performance and do not reflect actual or historical Helianth Investment Management portfolio performance. Actual client results will differ materially from any output generated by this tool.
This tool is provided for informational and illustrative purposes only. It does not constitute investment advice, a solicitation, or an offer to buy or sell any security. Simulated or hypothetical performance results have inherent limitations and do not represent real trading. Benchmark returns do not reflect fees, expenses, or transaction costs, which would reduce actual returns. Past benchmark performance is not indicative of future results.
Simulation Methodology: Monte Carlo analysis uses historical bootstrap resampling (drawing full calendar years with replacement, preserving cross-asset correlations from 2001–2025) or parametric normal distribution. God Mode and Dumb Mode use trailing momentum return (arithmetic mean over the selected lookback) to rank asset classes; this is not a forecast and is provided for educational and illustrative contrast only. HIM Default is defined as 50% S&P 500, 25% US Mid Cap, 5% US Small Cap, 20% IG Corp Bonds (Bloomberg US Corp IG Index). Private Equity figures are approximate Cambridge Associates US PE universe one-year horizon returns; PE is conventionally measured on an IRR basis — treat all PE risk statistics with care.
Helianth Investment Management, LLC · SEC Registered RIA · Greenwich, CT · helianthinvestment.com · Advisory fee-only. No ETFs. No Leverage. No Derivatives. No Commissions.